COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 184,505: 30,803 61,782 25,310 110,800 83,236 166,913 170,328: 17,592 14,177
Old : 173,014: 27,937 61,507 23,085 105,382 74,633 156,404 159,225: 16,610 13,789
Other: 11,491: 4,555 1,964 536 5,418 8,603 10,509 11,103: 982 388
: : :
: : Changes in Commitments from: October 10, 2006 :
: 235: -115 -973 -724 -311 1,568 -1,150 -129: 1,385 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 33.5 13.7 60.1 45.1 90.5 92.3: 9.5 7.7
Old : 100.0: 16.1 35.6 13.3 60.9 43.1 90.4 92.0: 9.6 8.0
Other: 100.0: 39.6 17.1 4.7 47.1 74.9 91.5 96.6: 8.5 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 64 114 58 68 49 169 195:
Old : 268: 65 113 58 67 48 168 194:
Other: 60: 9 22 7 15 19 30 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 30.6 37.0 39.3 22.8 25.2 34.5 32.7
Old : 23.5 30.6 37.2 39.0 22.9 24.9 34.6 32.1
Other: 57.4 61.7 77.2 74.4 57.4 61.5 77.1 73.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 33,080: 13,565 2,638 3,650 12,691 24,980 29,906 31,268: 3,174 1,812
Old : 11,977: 6,830 2,698 33 4,172 8,450 11,035 11,181: 942 796
Other: 21,103: 8,462 1,667 1,890 8,519 16,530 18,871 20,087: 2,232 1,016
: : :
: : Changes in Commitments from: October 10, 2006 :
: 3,691: 490 291 1,285 1,301 2,854 3,076 4,430: 615 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 8.0 11.0 38.4 75.5 90.4 94.5: 9.6 5.5
Old : 100.0: 57.0 22.5 0.3 34.8 70.6 92.1 93.4: 7.9 6.6
Other: 100.0: 40.1 7.9 9.0 40.4 78.3 89.4 95.2: 10.6 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 52 17 21 24 16 87 45:
Old : 64: 29 12 1 16 7 46 19:
Other: 86: 43 13 13 20 15 68 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 56.3 32.1 72.4 20.3 52.0 30.6 64.8
Old : 32.3 73.1 50.4 85.7 32.3 73.1 50.4 85.7
Other: 25.2 57.8 38.1 74.3 24.6 57.8 36.6 71.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 156,686: 33,680 44,088 3,454 105,820 100,893 142,954 148,435: 13,732 8,251
Old : 142,299: 32,965 43,212 3,306 92,477 87,571 128,748 134,089: 13,551 8,210
Other: 14,387: 807 968 56 13,343 13,322 14,206 14,346: 181 41
: : :
: : Changes in Commitments from: October 10, 2006 :
: 10,417: 1,940 11,226 883 6,186 -955 9,009 11,154: 1,408 -737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 28.1 2.2 67.5 64.4 91.2 94.7: 8.8 5.3
Old : 100.0: 23.2 30.4 2.3 65.0 61.5 90.5 94.2: 9.5 5.8
Other: 100.0: 5.6 6.7 0.4 92.7 92.6 98.7 99.7: 1.3 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 57 51 24 55 35 119 108:
Old : 172: 58 50 24 55 34 119 106:
Other: 29: 4 5 3 12 11 19 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 34.2 45.3 51.7 18.9 21.0 27.2 31.6
Old : 30.1 33.0 44.4 50.7 19.4 23.3 30.1 34.9
Other: 67.3 82.6 87.1 94.8 40.3 59.0 60.0 67.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 455,127: 94,475 52,881 40,147 268,745 306,162 403,367 399,190: 51,760 55,937
Old : 455,127: 94,475 52,881 40,147 268,745 306,162 403,367 399,190: 51,760 55,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 18,149: 4,216 -5,141 1,627 6,016 20,404 11,859 16,890: 6,290 1,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 11.6 8.8 59.0 67.3 88.6 87.7: 11.4 12.3
Old : 100.0: 20.8 11.6 8.8 59.0 67.3 88.6 87.7: 11.4 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 52 42 42 63 54 136 118:
Old : 171: 52 42 42 63 54 136 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 31.8 35.9 44.8 19.7 23.0 29.7 32.4
Old : 20.6 31.8 35.9 44.8 19.7 23.0 29.7 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 110,507: 29,426 34,567 10,564 61,753 59,691 101,743 104,822: 8,764 5,685
Old : 102,716: 29,678 35,312 6,886 57,641 55,215 94,205 97,413: 8,511 5,303
Other: 7,791: 1,605 1,112 1,821 4,112 4,476 7,538 7,409: 253 382
: : :
: : Changes in Commitments from: October 10, 2006 :
: 738: -559 1,715 -491 2,513 301 1,463 1,525: -725 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 31.3 9.6 55.9 54.0 92.1 94.9: 7.9 5.1
Old : 100.0: 28.9 34.4 6.7 56.1 53.8 91.7 94.8: 8.3 5.2
Other: 100.0: 20.6 14.3 23.4 52.8 57.5 96.8 95.1: 3.2 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 104 104 54 92 86 230 220:
Old : 342: 108 105 51 92 85 229 217:
Other: 39: 8 9 11 11 13 27 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 25.3 35.8 36.6 21.7 17.6 30.9 26.0
Old : 24.5 25.7 36.0 35.7 23.4 21.5 34.1 30.9
Other: 66.4 70.6 80.8 80.1 55.3 54.0 61.1 58.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 36,745: 24,649 8,001 2,415 6,282 24,467 33,346 34,883: 3,399 1,862
Old : 36,745: 24,649 8,001 2,415 6,282 24,467 33,346 34,883: 3,399 1,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 5,834: 5,596 178 -499 578 6,528 5,675 6,207: 159 -373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 21.8 6.6 17.1 66.6 90.7 94.9: 9.3 5.1
Old : 100.0: 67.1 21.8 6.6 17.1 66.6 90.7 94.9: 9.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 39 18 6 5 11 47 33:
Old : 73: 39 18 6 5 11 47 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 66.3 63.1 82.1 39.1 66.3 58.2 78.1
Old : 40.5 66.3 63.1 82.1 39.1 66.3 58.2 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2006